+180.8%
ALLY vs EXEL
+380.2%
-199.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.9% |
| 7D | +1.0% | +1.4% | -0.3% | +0.8% |
| 30D | -3.3% | +6.7% | -10.0% | -4.5% |
| 3M | +0.5% | +11.5% | -11.0% | -1.7% |
| 6M | +12.6% | +38.8% | -26.2% | +5.7% |
| YTD | -4.7% | +31.6% | -36.3% | -9.9% |
| 1Y | +5.2% | +53.0% | -47.8% | -3.5% |
| 3Y | +66.5% | +160.8% | -94.4% | +34.7% |
| 5Y | +0.2% | +190.1% | -189.8% | -21.6% |
| 10Y | +180.8% | +367.0% | -186.2% | +101.5% |
| All | +180.8% | +380.2% | -199.4% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling